MATH 559. Bayesian Theory and Methods.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Fall 2026
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Description
Subjective probability, Bayesian statistical inference and decision making, de Finetti’s representation. Bayesian parametric methods, optimal decisions, conjugate
models, methods of prior specification and elicitation, approximation methods. Hierarchical models. Computational approaches to inference, Markov chain
Monte Carlo methods, Metropolis—Hastings. Nonparametric Bayesian inference.
- Prerequisite: MATH 324, MATH 357, MATH 557, or equivalent, and MATH 208 or equivalent.